The Resource Local Lyapunov exponents : sublimiting growth rates of linear random differential equations, Wolfgang Siegert

Local Lyapunov exponents : sublimiting growth rates of linear random differential equations, Wolfgang Siegert

Label
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations
Title
Local Lyapunov exponents
Title remainder
sublimiting growth rates of linear random differential equations
Statement of responsibility
Wolfgang Siegert
Creator
Subject
Language
eng
Summary
"Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations." "Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too."--BOOK JACKET
Member of
Cataloging source
YDXCP
http://library.link/vocab/creatorName
Siegert, Wolfgang
Illustrations
illustrations
Index
index present
LC call number
QA3
LC item number
.L28 no.1963
Literary form
non fiction
Nature of contents
bibliography
Series statement
Lecture notes in mathematics
Series volume
1963
http://library.link/vocab/subjectName
  • Lyapunov exponents
  • Differential equations
  • Liapounov, Exposants de
  • Équations différentielles
  • Stochastisches dynamisches System
  • Ljapunov-Exponent
  • Große Abweichung
  • Differential equations
  • Lyapunov exponents
Label
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations, Wolfgang Siegert
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 239-251) and index
Contents
Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system : Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents
Dimensions
24 cm.
Extent
ix, 254 p.
Isbn
9783540859635
Lccn
2008934460
Specific material designation
remote
System control number
  • (OCoLC)268784046
  • (OCoLC)ocn268784046
Label
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations, Wolfgang Siegert
Publication
Bibliography note
Includes bibliographical references (p. 239-251) and index
Contents
Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system : Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents
Dimensions
24 cm.
Extent
ix, 254 p.
Isbn
9783540859635
Lccn
2008934460
Specific material designation
remote
System control number
  • (OCoLC)268784046
  • (OCoLC)ocn268784046

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